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昨天 c2ee63878d6d0ad7fa00fe8621c7982a0fc8c4fd
排除非本渠道成交
1个文件已修改
6 ■■■■ 已修改文件
huaxin_client/trade_client.py 6 ●●●● 补丁 | 查看 | 原始文档 | blame | 历史
huaxin_client/trade_client.py
@@ -884,9 +884,9 @@
    # 成交回报,参数pTradeField是一个CTORATstpTradeField类对象
    def OnRtnTrade(self, pTradeField: "CTORATstpTradeField") -> "void":
        try:
            # if constant.ENABLE_VIRTUAL_ACCOUNT and pTradeField.OrderLocalID not in self.own_order_local_ids:
            #     # 非自有渠道的单
            #     return
            if constant.ENABLE_VIRTUAL_ACCOUNT and pTradeField.OrderLocalID not in self.own_order_local_ids:
                # 非自有渠道的单
                return
            async_log_util.info(logger_local_huaxin_trade_debug,
                                'OnRtnTrade: TradeID[%s] InvestorID[%s] SecurityID[%s] OrderRef[%d] OrderLocalID[%s] Price[%.2f] Volume[%d]'
                                % (pTradeField.TradeID, pTradeField.InvestorID, pTradeField.SecurityID,